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Colin Michael Wilmott

Publications and source records attributed to Colin Michael Wilmott.

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RhoDARTS: Differentiable Quantum Architecture Search with Density Matrix Simulations

Variational Quantum Algorithms (VQAs) are a promising approach to leverage Noisy Intermediate-Scale Quantum (NISQ) computers. However, choosing optimal quantum circuits that efficiently solve a given VQA problem is a non-trivial task. Quantum Architecture Search (QAS) algorithms enable automatic generation of quantum circuits tailored to the provided problem. Existing QAS approaches typically adapt classical neural architecture search techniques, training machine learning models to sample relevant circuits, but often overlook the inherent quantum nature of the circuits they produce. By reformulating QAS from a quantum perspective, we propose a sampling-free differentiable QAS algorithm that models the search process as the evolution of a quantum mixed state, which emerges from the search space of quantum circuits. The mixed state formulation also enables our method to incorporate generic noise models, for example the depolarizing channel, which cannot be modeled by state vector simulation. We validate our method by finding circuits for state initialization and Hamiltonian optimization tasks, namely the variational quantum eigensolver and the unweighted max-cut problems. We show our approach to be comparable to, if not outperform, existing QAS techniques while requiring significantly fewer quantum simulations during training, and also show improved robustness levels to noise.

quant-ph

Simulating the non-Hermitian dynamics of financial option pricing with quantum computers

The Schrodinger equation describes how quantum states evolve according to the Hamiltonian of the system. For physical systems, we have it that the Hamiltonian must be a Hermitian operator to ensure unitary dynamics. For anti-Hermitian Hamiltonians, the Schrodinger equation instead models the evolution of quantum states in imaginary time. This process of imaginary time evolution has been used successfully to calculate the ground state of a quantum system. Although imaginary time evolution is non-unitary, the normalised dynamics of this evolution can be simulated on a quantum computer using the quantum imaginary time evolution (QITE) algorithm. In this paper, we broaden the scope of QITE by removing its restriction to anti-Hermitian Hamiltonians, which allows us to solve any partial differential equation (PDE) that is equivalent to the Schrodinger equation with an arbitrary, non-Hermitian Hamiltonian. An example of such a PDE is the famous Black-Scholes equation that models the price of financial derivatives. We will demonstrate how our generalised QITE methodology offers a feasible approach for real-world applications by using it to price various European option contracts modelled according to the Black-Scholes equation.

quant-ph

Generalising quantum imaginary time evolution to solve linear partial differential equations

The quantum imaginary time evolution (QITE) methodology was developed to overcome a critical issue as regards non-unitarity in the implementation of imaginary time evolution on a quantum computer. QITE has since been used to approximate ground states of various physical systems. In this paper, we demonstrate a practical application of QITE as a quantum numerical solver for linear partial differential equations. Our algorithm takes inspiration from QITE in that the quantum state follows the same normalised trajectory in both algorithms. However, it is our QITE methodology's ability to track the scale of the state vector over time that allows our algorithm to solve differential equations. We demonstrate our methodology with numerical simulations and use it to solve the heat equation in one and two dimensions using six and ten qubits, respectively.

quant-ph